Conflicted on next steps with my 401k

I have been with a private financial group for the last 10 years and they have been handling my investments for my 401k. Recently I asked some friends what YTD ROI they're getting from Fidelity Investors. They are at the same risk tolerance level as I am, but are over double the ROI I am getting from my private investor.

I am at ~8% and they're both around ~16% for the year. It has reached a point where my 401k has built up and I am now leaving too much money on the table by not switching to Fidelity.

Even if I just were to swap to Fidelity from the private investor and put it all in target date funds that would still safely out perform where I stand currently.

I am unsure if I am missing anything here. It seems like it is time to switch over, but I don't know if the current investor can charge me some type of fee for leaving them or what.